+62.7%
PPL vs UPST
-15.8%
+78.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.5% |
| 7D | +0.4% | -4.9% | +5.3% | +0.5% |
| 30D | +5.4% | -8.9% | +14.3% | +5.7% |
| 3M | +4.3% | -26.3% | +30.6% | +5.0% |
| 6M | -1.3% | -23.7% | +22.4% | -0.8% |
| YTD | +4.7% | -49.9% | +54.6% | +6.2% |
| 1Y | +1.3% | -42.0% | +43.2% | +2.2% |
| 3Y | +57.2% | -25.3% | +82.5% | +52.7% |
| 5Y | +48.2% | -93.4% | +141.6% | +46.3% |
| All | +62.7% | -15.8% | +78.5% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling